Philip A. Ernst

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2025 J jnl
Exercising control when confronted by a (Brownian) spider: part II.
Queueing Syst. Theory Appl.
Philip A. Ernst
2025 J jnl
The Minimax Wiener Sequential Testing Problem.
SIAM J. Control. Optim.
Philip A. Ernst, Hongwei Mei
2024 J jnl
On the Diameter of the Stopped Spider Process.
Math. Oper. Res.
Ewelina Bednarz, Philip A. Ernst, Adam Osekowski
2024 J jnl
Quickest Real-Time Detection of Multiple Brownian Drifts.
SIAM J. Control. Optim.
Philip A. Ernst, Hongwei Mei, G. Peskir
2023 J jnl
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions.
Math. Oper. Res.
Philip A. Ernst, Hongwei Mei
2020 J jnl
The Value of Insight.
Math. Oper. Res.
Philip A. Ernst, L. C. G. Rogers
2019 J jnl
A Legendre-based computational method for solving a class of Itô stochastic delay differential equations.
Numer. Algorithms
Philip A. Ernst, Fazlollah Soleymani
2018 J jnl
Stability and busy periods in a multiclass queue with state-dependent arrival rates.
Queueing Syst. Theory Appl.
Philip A. Ernst, Søren Asmussen, John J. Hasenbein
2017 J jnl
On occupation times of the first and third quadrants for planar Brownian motion.
J. Appl. Probab.
Philip A. Ernst, Larry Shepp
2017 J jnl
Stationary Gaussian Markov processes as limits of stationary autoregressive time series.
J. Multivar. Anal.
Philip A. Ernst, Lawrence D. Brown, Larry Shepp, Robert L. Wolpert
2016 J jnl
Exercising control when confronted by a (Brownian) spider.
Oper. Res. Lett.
Philip A. Ernst
2014 J jnl
On Optimal Retirement.
J. Appl. Probab.
Philip A. Ernst, Dean P. Foster, Larry A. Shepp